Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 3 297 1 5 40 1,452
A complementary test for ADF test with an application to the exchange rates returns 0 1 3 224 3 7 36 1,216
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 3 30 0 1 10 84
Are Asian Real Exchange Rates Stationary? 0 0 4 402 0 4 29 990
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 191 0 2 10 558
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 2 18 886 2 11 64 2,449
Calendar anomalies in the Malaysian stock market 0 1 3 332 2 5 23 1,024
Day-of-the-week effects in selected East Asian stock markets 1 3 35 167 5 12 119 489
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 8 51 0 1 19 128
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 2 82 1 5 22 249
Early warning indicator of economic vulnerability 3 4 19 86 4 6 48 133
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 2 10 321
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 1 208 0 2 11 717
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 7 14 51 2,142 20 48 183 7,184
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 270 1 2 22 1,173
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 300 2 5 27 1,581
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 1 12 1,654 1 4 53 4,335
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 6 18 1,179 6 13 60 3,194
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 7 20 77 2,936 35 92 336 10,491
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 4 94 0 5 17 195
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 1 3 417 3 6 17 1,329
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 4 8 37 133 25 63 217 602
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 3 93 0 1 19 513
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 3 5 25 460 5 12 63 1,435
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 1 1 183 1 3 17 868
Income convergence: fresh evidence from the Nordic countries 0 1 2 43 0 3 12 132
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 2 88 1 2 15 247
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 1 8 569 0 5 24 2,143
Is Money Neutral In Stock Market? The Case of Malaysia 0 3 10 61 1 5 31 166
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 72 0 1 14 193
Linearity and stationarity of G7 government bond returns 0 0 1 14 0 2 12 69
Linearity and stationarity of South Asian real exchange rates 0 0 1 93 0 1 14 246
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 5 74 3 7 30 208
Macroeconomic Determinants of Direct Investment Abroad of Singapore 1 3 9 15 5 12 41 64
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 3 12 175 1 10 39 448
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 2 4 119 1 5 14 292
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 1 1 200 0 3 12 475
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 5 481 1 3 12 1,076
On Autoregressive Order Selection Criteria 0 1 5 593 1 9 32 1,638
On Singaporean Dollar and Purchasing Power Parity 0 0 3 236 0 2 33 1,522
On Singaporean Dollar and Purchasing Power Parity 0 1 3 94 0 7 23 538
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 162 3 7 42 1,568
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 266 2 4 37 1,841
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 5 47 2 4 26 157
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 1 1 5 7 3 6 21 36
Real interest rate parity: evidence from East Asian economies relative to China 1 2 4 177 2 3 26 551
Real interest rates equalization: The case of Malaysia and Singapore 0 2 4 204 0 3 23 996
Revisiting the Performance of MACD and RSI Oscillators 0 2 11 11 0 6 27 27
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 2 6 73 3 4 28 224
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 2 10 87 11 16 65 314
Testing for Non-Linearity in ASEAN Financial Markets 0 0 2 275 1 6 18 701
Testing nonlinear convergence in Malaysia,1965-2003 0 1 2 60 0 3 10 150
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 6 396 6 14 49 1,376
The Predictability of ASEAN-5 Exchange Rates 1 1 5 358 2 5 19 1,005
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 1 297 0 3 17 766
The real interest rate differential: international evidence based on nonlinear unit root tests 1 1 1 165 2 6 26 662
Time series modelling and forecasting of Sarawak black pepper price 0 1 8 149 6 17 65 730
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 11 219
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 2 2 19 1,580 10 30 142 7,387
Total Working Papers 40 102 499 20,058 184 532 2,482 70,877


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 0 3 60 2 4 27 188
Applied International Business Conference 2008 0 0 0 0 0 0 6 11
Are Asian real exchange rates stationary? 0 0 1 124 0 3 15 386
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 3 4 21 56 6 9 42 135
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 4 13 269
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 1 6 26 0 2 22 71
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 1 11 17 3 12 97 121
Day-of-the-week effects in Selected East Asian stock markets 1 1 6 11 3 5 23 43
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 1 8 31 0 1 15 65
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 2 3 0 1 25 35
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 2 5 0 2 12 20
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 3 5 1 3 22 34
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 2 217 1 2 19 686
Impact of foreign direct investment volatility on economic growth of asean-5 countries 5 10 36 241 21 39 114 566
Income Divergence? Evidence of Non-linearity in the East Asian Economies 1 1 4 4 1 4 17 23
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 0 2 8 60
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 1 2 12 518
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 1 5 9
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 2 6 70 4 9 44 260
Is money neutral in stock market? The case of Malaysia 0 0 6 74 2 7 36 237
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 1 14 54 4 5 44 126
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 37 0 4 25 137
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 3 14 101
Linearity and stationarity of G7 government bond returns 0 1 3 36 1 4 20 121
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 1 8 20 0 2 20 85
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 6 40 604
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 3 5 55 0 4 18 130
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 1 1 11 232
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 1 3 17 0 1 22 71
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 2 6 0 3 18 32
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 2 15 315
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 1 2 85 3 5 21 286
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 3 4 20 30 5 12 50 91
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 29 1 9 17 129
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 5 20 315
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 31 0 0 11 106
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 11 96 1 2 35 238
Revisiting the Performance of MACD and RSI Oscillators 1 10 22 22 5 26 68 68
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 1 1 0 1 7 7
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 2 2 51 0 3 14 199
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 1 1 7 9 2 5 21 30
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 2 132 1 7 27 583
Time series test of nonlinear convergence and transitional dynamics 2 3 4 54 3 6 14 146
Which Lag Length Selection Criteria Should We Employ? 15 35 135 156 93 199 652 741
Total Journal Articles 34 84 362 1,890 169 427 1,778 8,630


Statistics updated 2014-12-03